-83.4%
FRMI vs NVS
+9.8%
-93.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +10.9% | -15.7% | +26.6% | +0.3% |
| 30D | -24.3% | -11.1% | -13.2% | -29.0% |
| 3M | -21.8% | -7.2% | -14.6% | -24.7% |
| 6M | -33.0% | -12.3% | -20.7% | -39.5% |
| YTD | -32.6% | +2.8% | -35.4% | -19.9% |
| All | -83.4% | +9.8% | -93.2% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling